I started picking up 4g (LTE) on Three last week (they're rolling it out at no extra cost to existing contracts). However, the speed for loading pages whilst fast for Three was noticeably slower than EE, certainly where I tried in London. However, given that I'm paying £16 a month for unlimited data, 600 mins talk time, 3000 texts and 3000 3-3 minutes I'm happy to have not so fast 4G for the price.
As I found, not all handsets support all 4G frequencies which means that some phones won't use the faster speeds (for example the iphone 5s works on O2's 4G but I've been told that the iphone 5 won't; my Korean LG Flex picks up 4G on EE & Three but not on Vodafone).
I'm using an LG flex as my main phone and the faster 4G speeds for browsing etc is very welcome. For a smaller phone like the iphone 5s or Z1 compact I wasn't that bothered about the faster speed as I don't use them for browsing as much (though the faster podcast download speed is handy).
I'm sure I noticed battery life going down faster on 4g- though subjective (I've been told that battery drain will be higher with 4g as coverage is patchy, so retaining the signal drains power faster).
Some 4g comparisons: http://www.pocket-lint.com/news/123070-best-4g-deals-uk-4g-networks-and-tariffs-compared